Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 61.093082 68.438009 76.868813 87.395191 100.381848 116.153912 137.208893
2025-01-05 50.494537 59.551988 70.884490 86.552926 108.453842 139.400734 189.565501
2025-01-12 43.934109 53.397033 65.866424 84.263364 112.266187 156.564243 241.105910
2025-01-19 38.698273 47.942015 60.538018 79.950321 111.327615 165.359450 283.438344
2025-01-26 37.474137 47.596610 62.016043 85.607507 127.177245 208.757882 434.387029
2025-02-02 36.579841 47.520235 63.755519 91.884376 145.982003 268.690237 732.110371
2025-02-09 34.880418 46.036450 63.082151 93.890354 157.301760 319.853777 1168.313172
2025-02-16 32.942031 43.980903 61.212655 93.362818 163.140949 361.368787 1810.715379
2025-02-23 31.300662 42.223163 59.607246 93.008687 169.271984 409.890219 3150.277357
2025-03-02 29.501659 40.071509 57.115114 90.526365 169.576964 439.261219 5206.461872
2025-03-09 28.000560 38.283563 55.073519 88.636537 170.909878 475.526657 10800.094776
2025-03-16 26.195456 35.898362 51.811214 83.842533 163.372157 466.992933 14850.709290
2025-03-23 25.787690 35.820241 52.706958 88.140665 183.333103 628.715611 NaN
2025-03-30 24.666338 34.502295 51.283631 87.282594 188.300845 723.879102 NaN
2025-04-06 23.463767 32.970565 49.335623 84.962750 187.957780 786.380152 NaN
2025-04-13 22.104746 31.103024 46.633826 80.594087 179.659081 772.081750 NaN
2025-04-20 22.092823 31.505677 48.186495 86.324568 208.568926 1234.333424 NaN
2025-04-27 22.101033 31.937953 49.837015 92.686103 245.010034 2319.744548 NaN
2025-05-04 21.643197 31.520668 49.777246 94.719863 265.453006 3788.392954 NaN
2025-05-11 20.973419 30.686925 48.809481 94.184987 273.908477 5441.113834 NaN
2025-05-18 20.367142 29.935071 47.951111 93.825943 283.432322 8664.043579 NaN
2025-05-25 19.612146 28.879139 46.394945 91.309482 280.330199 10736.164232 NaN
2025-06-01 18.955763 27.975382 45.102074 89.394022 279.983548 14903.448166 NaN